+25.4%
STM vs ALHC
-59.6%
+85.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +1.4% | -5.5% | +7.0% | +1.9% |
| 30D | -8.4% | -4.9% | -3.4% | -8.1% |
| 3M | -15.8% | -41.7% | +25.9% | -13.0% |
| 6M | -22.8% | -55.2% | +32.4% | -19.3% |
| YTD | +79.4% | -61.1% | +140.4% | +88.5% |
| 1Y | +97.0% | -53.3% | +150.3% | +103.8% |
| 3Y | +14.2% | +28.2% | -14.0% | +2.0% |
| 5Y | -4.5% | -65.8% | +61.3% | -9.5% |
| All | +25.4% | -59.6% | +85.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling